India's outward foreign direct investment: the home-country economic perspective

Saikia, Munmi; Borbora, Saundarjya

doi:10.1504/ijcm.2018.093300

Cited by 3 publications

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“…The study employs the economic policy uncertainty (EPU) index and equity market policy uncertainty (EMPU) index of the U.S. economy available on a daily scale. Moreover, scheduled macroeconomic indicators, such as the FOMC, GDP, and other macro reports, have also been considered for the analysis (e.g., Saikia and Borbora [26] considered GDP, money supply and inflation to examine the outward foreign direct investment flows). In this paper, there are 147 FOMC meeting days, 256 GDP reports, and 2444 other macroeconomic indicators.…”

Section: Introductionmentioning

confidence: 99%

On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index

Shaikh

2019

Sustainability

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This article examines the effects of economic policy uncertainty (EPU) on the implied volatility index. The implied volatility index of various markets has been analyzed in relation to scheduled macroeconomic announcements, such as EPU and equity market policy uncertainty (EMPU) indices. The study highlights that EPU contains important information to explain the diverse market effects of the U.S., which is gauged into the volatility index. Estimates obtained in an autoregressive conditional heteroscedasticity framework indicate the persistence of volatility during spikes in the EPU. More importantly, the lagged values of the policy uncertainty index also contains market-related information to explain the markets’ future volatility. Major political and economic events have also contributed positively in that a presidential election contains information to explain various asset classes. Commodities, such as crude oil, gold, corn, and soybean, have been impacted significantly followed by EPU. Moreover, interest rate market volatility has also been moved adversely due to tight monetary policy. The Markov regime switching regression manifests that the implied volatility index (VIX) behaves abruptly in two different regimes followed by EPU.

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Section: Introductionmentioning

confidence: 99%

On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index

Shaikh

2019

Sustainability

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Pot the ball? Sovereign wealth funds’ outward FDI in times of global financial market turbulence: A yield institutions-based view

Reddy

2019

Central Bank Review

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What determines mergers and acquisitions in BRICS countries: Liquidity, exchange rate or innovation?

Vissa

Thenmozhi

2022

Research in International Business and Finance

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India's outward foreign direct investment: the home-country economic perspective

Cited by 3 publications

References 0 publications

On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index

On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index

Pot the ball? Sovereign wealth funds’ outward FDI in times of global financial market turbulence: A yield institutions-based view

What determines mergers and acquisitions in BRICS countries: Liquidity, exchange rate or innovation?

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